+2,170.0%
SWKS vs SCCO
+33,989.4%
-31,819.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +12.5% | -5.3% | +17.8% | +14.8% |
| 30D | +10.5% | +2.7% | +7.8% | +8.9% |
| 3M | -7.4% | +4.2% | -11.6% | -9.5% |
| 6M | +32.7% | -0.6% | +33.3% | +29.6% |
| YTD | +19.2% | +45.0% | -25.8% | -1.2% |
| 1Y | +2.4% | +109.3% | -106.9% | -26.6% |
| 3Y | -25.6% | +180.8% | -206.4% | -53.6% |
| 5Y | -53.4% | +314.3% | -367.7% | -75.7% |
| 10Y | +23.2% | +1,083.3% | -1,060.2% | -57.9% |
| All | +2,170.0% | +33,989.4% | -31,819.4% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling